ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 61,898: 0 703 1,455 52,058 51,415 53,513 53,573: 8,385 8,325
Old : 61,898: 0 703 1,455 52,058 51,415 53,513 53,573: 8,385 8,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 3,764: -62 253 -308 3,974 3,959 3,604 3,904: 160 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.1 2.4 84.1 83.1 86.5 86.6: 13.5 13.4
Old : 100.0: 0.0 1.1 2.4 84.1 83.1 86.5 86.6: 13.5 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 1 21 20 22 22:
Old : 27: 0 2 1 21 20 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.7 53.9 80.3 73.3 63.4 53.2 70.3 67.8
Old : 69.7 53.9 80.3 73.3 63.4 53.2 70.3 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 53,422: 0 2,395 135 45,904 43,509 46,039 46,039: 7,383 7,383
Old : 53,422: 0 2,395 135 45,904 43,509 46,039 46,039: 7,383 7,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 3,467: 0 190 -210 3,397 3,207 3,187 3,187: 280 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.5 0.3 85.9 81.4 86.2 86.2: 13.8 13.8
Old : 100.0: 0.0 4.5 0.3 85.9 81.4 86.2 86.2: 13.8 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 1 16 21 17 22:
Old : 26: 0 1 1 16 21 17 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 51.6 81.3 72.2 67.7 50.8 70.5 67.0
Old : 72.4 51.6 81.3 72.2 67.7 50.8 70.5 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 26,305: 2,315 2,160 75 21,127 21,077 23,517 23,312: 2,788 2,993
Old : 26,305: 2,315 2,160 75 21,127 21,077 23,517 23,312: 2,788 2,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 765: -20 0 0 660 640 640 640: 125 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 8.2 0.3 80.3 80.1 89.4 88.6: 10.6 11.4
Old : 100.0: 8.8 8.2 0.3 80.3 80.1 89.4 88.6: 10.6 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 2 1 11 14 14 17:
Old : 22: 3 2 1 11 14 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 52.2 85.0 74.9 61.0 48.8 70.3 69.1
Old : 69.0 52.2 85.0 74.9 61.0 48.8 70.3 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 22,895: 2,180 1,680 140 18,415 18,875 20,735 20,695: 2,160 2,200
Old : 22,895: 2,180 1,680 140 18,415 18,875 20,735 20,695: 2,160 2,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 575: 0 0 0 535 535 535 535: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 7.3 0.6 80.4 82.4 90.6 90.4: 9.4 9.6
Old : 100.0: 9.5 7.3 0.6 80.4 82.4 90.6 90.4: 9.4 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 2 2 10 17 15 19:
Old : 23: 3 2 2 10 17 15 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 50.1 87.0 74.2 60.9 48.9 65.4 62.1
Old : 71.0 50.1 87.0 74.2 60.9 48.9 65.4 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 46,520: 14,010 685 3,870 25,130 38,910 43,010 43,465: 3,510 3,055
Old : 46,520: 14,010 685 3,870 25,130 38,910 43,010 43,465: 3,510 3,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 950: -305 -100 460 575 430 730 790: 220 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 1.5 8.3 54.0 83.6 92.5 93.4: 7.5 6.6
Old : 100.0: 30.1 1.5 8.3 54.0 83.6 92.5 93.4: 7.5 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 3 15 22 18 25:
Old : 25: 2 1 3 15 22 18 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 66.8 77.7 79.1 48.0 53.4 56.5 60.3
Old : 59.7 66.8 77.7 79.1 48.0 53.4 56.5 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 27,800: 6,220 380 4,225 15,082 21,132 25,527 25,737: 2,273 2,063
Old : 27,800: 6,220 380 4,225 15,082 21,132 25,527 25,737: 2,273 2,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 40: -860 -30 130 710 -60 -20 40: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 1.4 15.2 54.3 76.0 91.8 92.6: 8.2 7.4
Old : 100.0: 22.4 1.4 15.2 54.3 76.0 91.8 92.6: 8.2 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 3 13 16 16 19:
Old : 20: 1 2 3 13 16 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 72.7 81.2 83.5 53.9 59.6 60.7 62.7
Old : 67.1 72.7 81.2 83.5 53.9 59.6 60.7 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 26,050: 460 11,740 2,185 22,300 11,410 24,945 25,335: 1,105 715
Old : 26,050: 460 11,740 2,185 22,300 11,410 24,945 25,335: 1,105 715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 10: 0 0 0 10 10 10 10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 45.1 8.4 85.6 43.8 95.8 97.3: 4.2 2.7
Old : 100.0: 1.8 45.1 8.4 85.6 43.8 95.8 97.3: 4.2 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 2 16 15 18 17:
Old : 21: 1 1 2 16 15 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 80.5 83.6 90.4 44.3 52.5 52.3 56.0
Old : 62.0 80.5 83.6 90.4 44.3 52.5 52.3 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 92,813: 12,580 2,760 2,925 59,351 68,608 74,856 74,293: 17,957 18,520
Old : 92,813: 12,580 2,760 2,925 59,351 68,608 74,856 74,293: 17,957 18,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 1,400: 705 75 -490 170 800 385 385: 1,015 1,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 3.0 3.2 63.9 73.9 80.7 80.0: 19.3 20.0
Old : 100.0: 13.6 3.0 3.2 63.9 73.9 80.7 80.0: 19.3 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 4 3 18 23 21 29:
Old : 30: 2 4 3 18 23 21 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 43.5 71.7 59.3 46.1 42.2 60.2 53.7
Old : 52.6 43.5 71.7 59.3 46.1 42.2 60.2 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 87,526: 10,215 2,010 2,815 57,770 65,374 70,800 70,199: 16,726 17,327
Old : 87,526: 10,215 2,010 2,815 57,770 65,374 70,800 70,199: 16,726 17,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 1,435: 605 25 -365 455 1,035 695 695: 740 740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 2.3 3.2 66.0 74.7 80.9 80.2: 19.1 19.8
Old : 100.0: 11.7 2.3 3.2 66.0 74.7 80.9 80.2: 19.1 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 3 3 18 23 21 28:
Old : 29: 2 3 3 18 23 21 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 44.6 71.1 60.7 48.8 42.3 57.6 53.2
Old : 55.0 44.6 71.1 60.7 48.8 42.3 57.6 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 26,846: 3,370 10,355 645 18,838 12,678 22,853 23,678: 3,993 3,168
Old : 26,846: 3,370 10,355 645 18,838 12,678 22,853 23,678: 3,993 3,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 5,399: 725 3,220 -100 5,320 2,345 5,945 5,465: -546 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 38.6 2.4 70.2 47.2 85.1 88.2: 14.9 11.8
Old : 100.0: 12.6 38.6 2.4 70.2 47.2 85.1 88.2: 14.9 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 5 3 18 12 22 18:
Old : 26: 2 5 3 18 12 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 55.8 56.9 77.6 34.2 49.1 52.4 62.2
Old : 35.9 55.8 56.9 77.6 34.2 49.1 52.4 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 27,071: 3,570 9,555 1,695 17,175 12,695 22,440 23,945: 4,631 3,126
Old : 27,071: 3,570 9,555 1,695 17,175 12,695 22,440 23,945: 4,631 3,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 4,949: -190 2,155 555 4,425 2,080 4,790 4,790: 159 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 35.3 6.3 63.4 46.9 82.9 88.5: 17.1 11.5
Old : 100.0: 13.2 35.3 6.3 63.4 46.9 82.9 88.5: 17.1 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 5 3 16 12 20 18:
Old : 24: 2 5 3 16 12 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 57.6 56.1 77.3 33.9 52.8 51.9 60.9
Old : 35.5 57.6 56.1 77.3 33.9 52.8 51.9 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 26,894: 9,540 6,040 475 13,428 17,303 23,443 23,818: 3,451 3,076
Old : 26,894: 9,540 6,040 475 13,428 17,303 23,443 23,818: 3,451 3,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 181: 0 290 0 166 -104 166 186: 15 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 22.5 1.8 49.9 64.3 87.2 88.6: 12.8 11.4
Old : 100.0: 35.5 22.5 1.8 49.9 64.3 87.2 88.6: 12.8 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 3 14 8 17 12:
Old : 21: 1 3 3 14 8 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 75.0 82.8 86.8 67.4 72.1 78.5 80.6
Old : 68.7 75.0 82.8 86.8 67.4 72.1 78.5 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 26,076: 9,590 5,475 475 12,983 17,398 23,048 23,348: 3,028 2,728
Old : 26,076: 9,590 5,475 475 12,983 17,398 23,048 23,348: 3,028 2,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 140: 0 40 0 190 100 190 140: -50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 21.0 1.8 49.8 66.7 88.4 89.5: 11.6 10.5
Old : 100.0: 36.8 21.0 1.8 49.8 66.7 88.4 89.5: 11.6 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 3 3 14 8 18 12:
Old : 22: 2 3 3 14 8 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 75.2 83.1 87.9 67.6 72.0 79.1 81.4
Old : 69.0 75.2 83.1 87.9 67.6 72.0 79.1 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 51,503: 25,825 0 0 21,513 47,191 47,338 47,191: 4,165 4,312
Old : 51,503: 25,825 0 0 21,513 47,191 47,338 47,191: 4,165 4,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 2,555: 2,000 0 0 442 2,442 2,442 2,442: 113 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 0.0 0.0 41.8 91.6 91.9 91.6: 8.1 8.4
Old : 100.0: 50.1 0.0 0.0 41.8 91.6 91.9 91.6: 8.1 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 0 0 14 15 18 15:
Old : 23: 4 0 0 14 15 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 80.6 85.1 88.7 63.6 80.5 81.9 87.0
Old : 64.1 80.6 85.1 88.7 63.6 80.5 81.9 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 52,284: 25,150 0 0 22,716 47,612 47,866 47,612: 4,418 4,672
Old : 52,284: 25,150 0 0 22,716 47,612 47,866 47,612: 4,418 4,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 2,630: 1,900 0 0 620 2,520 2,520 2,520: 110 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 0.0 0.0 43.4 91.1 91.5 91.1: 8.5 8.9
Old : 100.0: 48.1 0.0 0.0 43.4 91.1 91.5 91.1: 8.5 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 0 0 12 14 15 14:
Old : 21: 3 0 0 12 14 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 82.7 86.2 88.9 61.5 82.6 84.3 88.0
Old : 62.0 82.7 86.2 88.9 61.5 82.6 84.3 88.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 63,995: 32,150 0 1,665 26,230 58,560 60,045 60,225: 3,950 3,770
Old : 63,995: 32,150 0 1,665 26,230 58,560 60,045 60,225: 3,950 3,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 445: -55 0 60 195 140 200 200: 245 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 0.0 2.6 41.0 91.5 93.8 94.1: 6.2 5.9
Old : 100.0: 50.2 0.0 2.6 41.0 91.5 93.8 94.1: 6.2 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 9 0 4 20 14 29 18:
Old : 33: 9 0 4 20 14 29 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 76.3 77.4 88.8 55.2 75.4 73.0 83.1
Old : 57.3 76.3 77.4 88.8 55.2 75.4 73.0 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 63,190: 31,550 0 1,890 26,035 57,765 59,475 59,655: 3,715 3,535
Old : 63,190: 31,550 0 1,890 26,035 57,765 59,475 59,655: 3,715 3,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 305: -155 0 60 360 205 265 265: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 0.0 3.0 41.2 91.4 94.1 94.4: 5.9 5.6
Old : 100.0: 49.9 0.0 3.0 41.2 91.4 94.1 94.4: 5.9 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 8 0 3 20 12 28 15:
Old : 32: 8 0 3 20 12 28 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 75.7 77.8 89.4 54.7 74.5 73.2 82.3
Old : 57.4 75.7 77.8 89.4 54.7 74.5 73.2 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 18,365: 2,200 6,375 260 14,775 10,680 17,235 17,315: 1,130 1,050
Old : 18,365: 2,200 6,375 260 14,775 10,680 17,235 17,315: 1,130 1,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 2,505: 480 425 -280 3,130 2,820 3,330 2,965: -825 -460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 34.7 1.4 80.5 58.2 93.8 94.3: 6.2 5.7
Old : 100.0: 12.0 34.7 1.4 80.5 58.2 93.8 94.3: 6.2 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 5 1 14 9 16 15:
Old : 23: 2 5 1 14 9 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 59.9 79.6 87.8 48.4 57.0 63.7 70.1
Old : 58.9 59.9 79.6 87.8 48.4 57.0 63.7 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 17,875: 2,650 6,375 205 13,055 10,275 15,910 16,855: 1,965 1,020
Old : 17,875: 2,650 6,375 205 13,055 10,275 15,910 16,855: 1,965 1,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 2,630: 480 425 -195 2,450 2,820 2,735 3,050: -105 -420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 35.7 1.1 73.0 57.5 89.0 94.3: 11.0 5.7
Old : 100.0: 14.8 35.7 1.1 73.0 57.5 89.0 94.3: 11.0 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 5 1 13 9 15 15:
Old : 22: 2 5 1 13 9 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 59.4 80.5 88.2 49.6 58.5 61.8 72.0
Old : 60.1 59.4 80.5 88.2 49.6 58.5 61.8 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 69,450: 21,855 20,055 2,005 40,435 42,355 64,295 64,415: 5,155 5,035
Old : 69,450: 21,855 20,055 2,005 40,435 42,355 64,295 64,415: 5,155 5,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 4,745: 1,115 -50 100 2,875 4,040 4,090 4,090: 655 655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 28.9 2.9 58.2 61.0 92.6 92.8: 7.4 7.2
Old : 100.0: 31.5 28.9 2.9 58.2 61.0 92.6 92.8: 7.4 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 8 2 5 15 15 25 20:
Old : 32: 8 2 5 15 15 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 64.0 74.1 81.7 58.8 62.5 73.0 78.5
Old : 59.7 64.0 74.1 81.7 58.8 62.5 73.0 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 66,425: 19,065 20,055 2,185 40,235 39,365 61,485 61,605: 4,940 4,820
Old : 66,425: 19,065 20,055 2,185 40,235 39,365 61,485 61,605: 4,940 4,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 4,425: 1,115 -50 100 2,585 3,750 3,800 3,800: 625 625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 30.2 3.3 60.6 59.3 92.6 92.7: 7.4 7.3
Old : 100.0: 28.7 30.2 3.3 60.6 59.3 92.6 92.7: 7.4 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 8 2 5 15 16 25 21:
Old : 32: 8 2 5 15 16 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 65.2 74.4 82.1 58.3 63.5 71.3 78.7
Old : 59.6 65.2 74.4 82.1 58.3 63.5 71.3 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 54,673: 12,635 14,125 1,930 37,780 36,635 52,345 52,690: 2,328 1,983
Old : 54,673: 12,635 14,125 1,930 37,780 36,635 52,345 52,690: 2,328 1,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -100: -150 300 0 50 -400 -100 -100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 25.8 3.5 69.1 67.0 95.7 96.4: 4.3 3.6
Old : 100.0: 23.1 25.8 3.5 69.1 67.0 95.7 96.4: 4.3 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 3 2 22 14 26 18:
Old : 32: 3 3 2 22 14 26 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 72.8 76.9 89.5 50.1 69.0 70.1 81.0
Old : 53.6 72.8 76.9 89.5 50.1 69.0 70.1 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 46,109: 8,860 11,020 2,445 33,579 31,569 44,884 45,034: 1,225 1,075
Old : 46,109: 8,860 11,020 2,445 33,579 31,569 44,884 45,034: 1,225 1,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -165: 0 350 -200 110 -240 -90 -90: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 23.9 5.3 72.8 68.5 97.3 97.7: 2.7 2.3
Old : 100.0: 19.2 23.9 5.3 72.8 68.5 97.3 97.7: 2.7 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 3 3 23 15 28 20:
Old : 33: 4 3 3 23 15 28 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 68.3 77.3 89.3 53.5 63.4 69.9 77.9
Old : 57.7 68.3 77.3 89.3 53.5 63.4 69.9 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 160,705: 1,150 30,476 8,964 129,196 99,870 139,310 139,310: 21,395 21,395
Old : 160,705: 1,150 30,476 8,964 129,196 99,870 139,310 139,310: 21,395 21,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 2,338: 0 -2,735 3,060 -1,983 752 1,077 1,077: 1,261 1,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 19.0 5.6 80.4 62.1 86.7 86.7: 13.3 13.3
Old : 100.0: 0.7 19.0 5.6 80.4 62.1 86.7 86.7: 13.3 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 9 5 28 30 34 40:
Old : 44: 2 9 5 28 30 34 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 37.8 72.8 54.7 57.3 36.1 65.3 49.8
Old : 60.0 37.8 72.8 54.7 57.3 36.1 65.3 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 144,214: 2,274 29,560 9,845 117,044 89,758 129,163 129,163: 15,051 15,051
Old : 144,214: 2,274 29,560 9,845 117,044 89,758 129,163 129,163: 15,051 15,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 2,145: 1,274 -1,111 1,746 -2,565 -180 455 455: 1,690 1,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 20.5 6.8 81.2 62.2 89.6 89.6: 10.4 10.4
Old : 100.0: 1.6 20.5 6.8 81.2 62.2 89.6 89.6: 10.4 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 7 5 24 29 30 38:
Old : 42: 3 7 5 24 29 30 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 42.5 76.1 61.1 55.4 40.7 66.0 56.1
Old : 60.8 42.5 76.1 61.1 55.4 40.7 66.0 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 55,440: 120 10,605 2,570 48,185 37,525 50,875 50,700: 4,565 4,740
Old : 55,440: 120 10,605 2,570 48,185 37,525 50,875 50,700: 4,565 4,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 85: -120 -150 185 -25 5 40 40: 45 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 19.1 4.6 86.9 67.7 91.8 91.5: 8.2 8.5
Old : 100.0: 0.2 19.1 4.6 86.9 67.7 91.8 91.5: 8.2 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 3 2 17 17 20 21:
Old : 26: 2 3 2 17 17 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 50.1 79.1 70.1 57.7 47.3 68.1 60.0
Old : 62.5 50.1 79.1 70.1 57.7 47.3 68.1 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 47,825: 260 9,350 3,320 40,485 31,125 44,065 43,795: 3,760 4,030
Old : 47,825: 260 9,350 3,320 40,485 31,125 44,065 43,795: 3,760 4,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -215: -75 -150 35 -185 -110 -225 -225: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 19.6 6.9 84.7 65.1 92.1 91.6: 7.9 8.4
Old : 100.0: 0.5 19.6 6.9 84.7 65.1 92.1 91.6: 7.9 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 3 17 20 20 23:
Old : 24: 1 2 3 17 20 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 51.8 73.7 72.3 52.6 45.6 61.9 56.2
Old : 57.7 51.8 73.7 72.3 52.6 45.6 61.9 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 39,560: 17,060 75 995 20,010 37,340 38,065 38,410: 1,495 1,150
Old : 39,560: 17,060 75 995 20,010 37,340 38,065 38,410: 1,495 1,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 375: -930 0 225 1,020 90 315 315: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 0.2 2.5 50.6 94.4 96.2 97.1: 3.8 2.9
Old : 100.0: 43.1 0.2 2.5 50.6 94.4 96.2 97.1: 3.8 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 1 3 14 19 18 23:
Old : 25: 4 1 3 14 19 18 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 70.7 80.8 86.7 59.8 59.3 72.3 74.8
Old : 62.3 70.7 80.8 86.7 59.8 59.3 72.3 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 47,650: 28,045 0 1,645 16,620 44,770 46,310 46,415: 1,340 1,235
Old : 47,650: 28,045 0 1,645 16,620 44,770 46,310 46,415: 1,340 1,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 700: -675 0 225 1,150 475 700 700: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 0.0 3.5 34.9 94.0 97.2 97.4: 2.8 2.6
Old : 100.0: 58.9 0.0 3.5 34.9 94.0 97.2 97.4: 2.8 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 0 3 12 14 15 17:
Old : 20: 3 0 3 12 14 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.7 75.5 92.3 92.4 73.4 64.0 79.5 79.1
Old : 76.7 75.5 92.3 92.4 73.4 64.0 79.5 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 117,464: 9,490 11,695 3,665 85,317 83,172 98,472 98,532: 18,992 18,932
Old : 117,464: 9,490 11,695 3,665 85,317 83,172 98,472 98,532: 18,992 18,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 1,675: -25 -500 -160 1,810 2,285 1,625 1,625: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 10.0 3.1 72.6 70.8 83.8 83.9: 16.2 16.1
Old : 100.0: 8.1 10.0 3.1 72.6 70.8 83.8 83.9: 16.2 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 2 3 29 28 35 31:
Old : 38: 4 2 3 29 28 35 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 44.4 51.6 62.3 29.8 33.5 38.9 42.0
Old : 33.7 44.4 51.6 62.3 29.8 33.5 38.9 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 95,169: 7,180 5,195 8,000 65,839 67,969 81,019 81,164: 14,150 14,005
Old : 95,169: 7,180 5,195 8,000 65,839 67,969 81,019 81,164: 14,150 14,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 1,755: 100 -650 -150 1,185 1,935 1,135 1,135: 620 620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 5.5 8.4 69.2 71.4 85.1 85.3: 14.9 14.7
Old : 100.0: 7.5 5.5 8.4 69.2 71.4 85.1 85.3: 14.9 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 2 3 26 27 30 30:
Old : 33: 1 2 3 26 27 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 45.5 63.4 64.4 34.2 30.8 41.3 40.4
Old : 42.5 45.5 63.4 64.4 34.2 30.8 41.3 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 33,615: 6,060 300 645 24,220 30,045 30,925 30,990: 2,690 2,625
Old : 33,615: 6,060 300 645 24,220 30,045 30,925 30,990: 2,690 2,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 300: 0 0 0 300 300 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 0.9 1.9 72.1 89.4 92.0 92.2: 8.0 7.8
Old : 100.0: 18.0 0.9 1.9 72.1 89.4 92.0 92.2: 8.0 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 1 13 12 15 14:
Old : 20: 2 1 1 13 12 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 72.3 81.7 85.8 63.0 68.5 74.5 76.5
Old : 63.0 72.3 81.7 85.8 63.0 68.5 74.5 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 32,400: 4,605 530 505 24,980 29,070 30,090 30,105: 2,310 2,295
Old : 32,400: 4,605 530 505 24,980 29,070 30,090 30,105: 2,310 2,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 300: 0 0 0 300 300 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 1.6 1.6 77.1 89.7 92.9 92.9: 7.1 7.1
Old : 100.0: 14.2 1.6 1.6 77.1 89.7 92.9 92.9: 7.1 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 2 13 11 15 14:
Old : 20: 2 1 2 13 11 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 71.6 81.5 86.6 63.9 66.3 74.2 76.0
Old : 64.0 71.6 81.5 86.6 63.9 66.3 74.2 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 25, 2019